SAMOA is a platform for back-testing trading ideas.
I started this project in 2006, motivated by my own need as a fixed income trader to analyze quantitatively my trading strategies. Over time, the system grew to become a comprehensive platform, capable of handling many different types of instruments, with a complete set of analytics, statistical models and historical data of all kinds.
In this series of blogs I attempt to describe what the system is all about, and how I use it for trading.
At the moment SAMOA is a proprietary technology, and it’s not available for commercial purposes.
Why SAMOA? why these blogs?
I worked in trading/modeling for 13 years. During this time I built a lot of ad hoc tools to assist me and others in taking better trading decisions.
In 2006 I decided to formalize this experience in a well designed, extensible platform, that I’ve code named SAMOA.
Since today SAMOA is quite mature, I decided to expose some parts of it to the world through these blogs.
The personal goal that motivates me in this long and hard project is to ultimately become a better money manager.
Resume
- Education
- Systems Engineer
- Master in Computational Finance (Carnegie Mellon)
- Experience
- The World Bank (Research)
- Deutsche Bank (Options trader)
- BNP Paribas (Bond trader)